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Saisonbereinigung mittels rekursiver Filter. (Seasonal adjustment by recursive filters) (Q1091728)

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scientific article; zbMATH DE number 4011716
Language Label Description Also known as
English
Saisonbereinigung mittels rekursiver Filter. (Seasonal adjustment by recursive filters)
scientific article; zbMATH DE number 4011716

    Statements

    title
    Saisonbereinigung mittels rekursiver Filter. (Seasonal adjustment by recursive filters) (English)
    0 references
    author
    V. Schroer
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    published in
    OR Spektrum
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    publication date
    1986
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    review text
    In this paper a definition of seasonal adjustment is given by means of the theory of linear time independent systems. From this idea two recursive filters are derived. Their effects are shown by some examples.
    0 references
    zbMATH Keywords
    time series
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    seasonal adjustment
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    linear time independent systems
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    recursive filters
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    Identifiers

    DOI
    10.1007/BF01721133
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    Mathematics Subject Classification ID
    62M20
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    62P20
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    62M10
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    zbMATH DE Number
    4011716
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    OpenAlex ID
    W2033232081
    0 references
     
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